stock-market

Some PiCo pipelines for analyzing stock-market data.

Run the applications

See the home README for build instructions.

Batch Processing

The stock_pricing.cpp code is an example of batch pipeline (like word-count), meaning file-based I/O. It takes in input a series of stock records and computes the maximum price for each stock name. Pricing is computed by the Black-Scholes function, from the PARSEC benchmark suite.

cd /path/to/build/examples/stock-market
./stock_pricing testdata/stock_options_64K.txt max_prices.txt

Stream Processing

The stock_pricing_stream.cpp is similar but works in a streaming fashion. A stream of records is read from a network socket and the output stream is written to the standard output. This example also shows window-based stream processing.

The following code uses netcat for streaming the records to a socket on port 4000 of localhost:

cat testdata/stock_options_64K.txt | nc -l 4000 & ./stock_pricing_stream localhost 4000

⚠️ The nc synopsis may be different on your system.

Analyzing Tweet Streams

The stock_tweets.cpp processes a stream of tweets. It extracts tweets containing stock names and performs some window-based reduction on the resulting sub-stream.

Generate 1000 synthetic tweets, some of them containing a stock name from the NADSAQ index:

cd testdata
./generate_tweets nasdaq_europe.txt 1000 >> tweets.txt

Analyze them:

cd ..
cat testdata/tweets.txt | nc -l 4000 & ./stock_tweets testdata/nasdaq_europe.txt localhost 4000

⚠️ The nc synopsis may be different on your system.